+240.3%
UMC vs DRI
+2.4%
+237.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.5% |
| 7D | +9.0% | -3.2% | +12.2% | +8.5% |
| 30D | +17.2% | -7.8% | +25.1% | +15.8% |
| 3M | +11.4% | +0.4% | +11.0% | +12.5% |
| 6M | +137.5% | +4.8% | +132.7% | +139.9% |
| YTD | +193.1% | +16.7% | +176.4% | +196.7% |
| 1Y | +240.3% | +1.5% | +238.8% | +235.4% |
| All | +240.3% | +2.4% | +237.9% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling